Identification and estimation of Gaussian affine term structure models (Q527947)
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scientific article; zbMATH DE number 6714703
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification and estimation of Gaussian affine term structure models |
scientific article; zbMATH DE number 6714703 |
Statements
Identification and estimation of Gaussian affine term structure models (English)
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12 May 2017
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affine term structure models
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identification
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estimation
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minimum-chi-square
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